+2,494.8%
NVDL vs ABCL
-4.6%
+2,499.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.3% | +0.6% | -3.5% |
| 7D | -8.7% | -9.6% | +0.9% | -6.5% |
| 30D | -1.3% | +7.2% | -8.5% | -2.9% |
| 3M | +11.4% | +105.5% | -94.1% | -10.4% |
| 6M | +22.9% | +193.0% | -170.1% | -11.2% |
| YTD | +15.4% | +205.8% | -190.4% | -19.3% |
| 1Y | +18.8% | +144.4% | -125.6% | -12.9% |
| 3Y | +641.4% | +93.3% | +548.0% | +389.6% |
| All | +2,494.8% | -4.6% | +2,499.4% | +2,099.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling